一.简单线性回归
下方图片所用方法为使偏导数等于0(最小二乘法):
核心代码:
x_mean = np.mean(x_train)
y_mean = np.mean(y_train)
self.a_ = (x_train - x_mean).dot(y_train - y_mean) / (x_train - x_mean).dot(x_train - x_mean)
self.b_ = y_mean - self.a_ * x_mean
算法的评测:
def mean_squared_error(y_true, y_predict):
"""计算y_true和y_predict之间的MSE"""
assert len(y_true) == len(y_predict), \
"the size of y_true must be equal to the size of y_predict"
return np.sum((y_true - y_predict)**2) / len(y_true)
def root_mean_squared_error(y_true, y_predict):
"""计算y_true和y_predict之间的RMSE"""
return sqrt(mean_squared_error(y_true, y_predict))
def mean_absolute_error(y_true, y_predict):
"""计算y_true和y_predict之间的RMSE"""
assert len(y_true) == len(y_predict), \
"the size of y_true must be equal to the size of y_predict"
return np.sum(np.absolute(y_true - y_predict)) / len(y_true)
RMSE越小,对算法的改进的意义越大。
下方是sklearn的评价标准:
def r2_score(y_true, y_predict):
"""计算y_true和y_predict之间的R Square"""
return 1 - mean_squared_error(y_true, y_predict)/np.var(y_true)
二.多元线性回归
def fit_normal(self, X_train, y_train):
"""根据训练数据集X_train, y_train训练Linear Regression模型"""
assert X_train.shape[0] == y_train.shape[0], \
"the size of X_train must be equal to the size of y_train"
X_b = np.hstack([np.ones((len(X_train), 1)), X_train])
self._theta = np.linalg.inv(X_b.T.dot(X_b)).dot(X_b.T).dot(y_train)
self.intercept_ = self._theta[0]
self.coef_ = self._theta[1:]
return self
def predict(self, X_predict):
"""给定待预测数据集X_predict,返回表示X_predict的结果向量"""
assert self.intercept_ is not None and self.coef_ is not None, \
"must fit before predict!"
assert X_predict.shape[1] == len(self.coef_), \
"the feature number of X_predict must be equal to X_train"
X_b = np.hstack([np.ones((len(X_predict), 1)), X_predict])
return X_b.dot(self._theta)
三.sklearn中的方法
from sklearn.linear_model import LinearRegression
lin_reg = LinearRegression()
lin_reg.fit(X_train,y_train)
lin_reg.coef_ //系数的值
lin_reg.intercept_ //截距
lin_reg.score(X_test,y_test)
四.总结
关于KNN:
1.即可解决线性问题,也可解决回归问题
2.非参数学习
3.数据没有强解释性
线性回归:
1.解决线性问题
2.参数学习
3.对数据具有强解释性